Anic Equity¶

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Total return since start: 0.739 %¶

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Equity now: -----------------------------> 53120.35 Kr¶

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'New Equity High!!!'
'Max Equity: -----------------------------------------> 53120.35 Kr'
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Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 33282.71 Kr¶

PnL: ---------------------------------------> 33.54 Kr¶

DD now: ---------------------------------> 0.0 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 15:52:30.749629'

Anic Portfolio¶

Today¶

Return: 0.102 %¶

This Week¶

Return: 0.102 %¶

Total¶

Return: 73.902 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Investor A 16 0.000000 3547.200000 11.200000 0.320000 3536.000000
Lundin Gold 7 1.890000 981.400000 9.800000 1.010000 971.600000
Xvivo Perfusion 3 0.350000 850.500000 7.500000 0.890000 843.000000
Ambea 68 2.700000 2537.760000 6.800000 0.270000 2530.960000
New Wave B 20 1.720000 3912.000000 6.000000 0.150000 3906.000000
SynAct Pharma 9 2.710000 648.000000 5.400000 0.840000 642.600000
Indutrade 5 0.950000 1321.500000 4.500000 0.340000 1317.000000
NCC B 7 1.680000 655.550000 3.850000 0.590000 651.700000
Latour B 2 1.350000 451.800000 3.400000 0.760000 448.400000
Addtech B 3 2.360000 701.400000 3.000000 0.430000 698.400000
Fortnox 10 -0.090000 668.200000 2.600000 0.390000 665.600000
BHG Group 49 -2.540000 639.940000 2.450000 0.380000 637.490000
Sdiptech B 3 2.240000 822.600000 2.400000 0.290000 820.200000
Creades A 7 1.280000 610.050000 1.400000 0.230000 608.650000
Biotage 4 0.070000 602.000000 1.200000 0.200000 600.800000
Volati 5 2.140000 574.000000 1.000000 0.170000 573.000000
Profoto Holding 7 -1.190000 581.000000 0.000000 0.000000 581.000000
Wästbygg Gruppen B 80 3.770000 2864.000000 0.000000 0.000000 2864.000000
Vitrolife 3 -0.530000 675.000000 0.000000 0.000000 675.000000
Lime Technologies 2 6.670000 592.000000 0.000000 0.000000 592.000000
Eastnine 6 1.110000 655.200000 0.000000 0.000000 655.200000
Embracer Group B 26 1.790000 659.100000 -0.520000 -0.080000 659.620000
SCA A 4 -0.930000 597.600000 -0.800000 -0.130000 598.400000
Humana 40 0.960000 670.400000 -1.600000 -0.240000 672.000000
Sampo Oyj SDB 1 -0.200000 502.000000 -2.000000 -0.400000 504.000000
BONESUPPORT HOLDING 10 1.000000 1218.000000 -3.000000 -0.250000 1221.000000
NCC A 6 -0.200000 592.800000 -4.800000 -0.800000 597.600000
Gaming Innovation Group 161 0.590000 4145.750000 -32.200000 -0.770000 4177.950000
TOTAL 33276.750000 27.580000 0.0% 33249.170000

Updated:¶

'2023-06-07 15:52:11.592506'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶